200 research outputs found
The Toda hierarchy and the KdV hierarchy
The Toda hierarchy of size is well known to be analogous to the KdV
hierarchy at goes to infinity. This paper shows that given a periodic
function, there is a canonical way of defining the initial data for the Toda
lattice equations so that the evolution of this data under the Toda lattice
hierarchy looks asymptotically like the evolution of under the KdV
hierarchy. Further, the conserved quantities of and those of the Toda
hierarchy match.Comment: AMSTe
A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one dimensional diffusions.
We provide sufficient conditions for the continuity of the free-boundary in a general class of finite-horizon optimal stopping problems arising, for instance, in finance and economics. The underlying process is a strong solution of a one-dimensional, time-homogeneous stochastic differential equation (SDE). The proof relies on both analytic and probabilistic arguments and is based on a contradiction scheme inspired by the maximum principle in partial differential equations theory. Mild, local regularity of the coefficients of the SDE and smoothness of the gain function locally at the boundary are required
Spontaneous Resonances and the Coherent States of the Queuing Networks
We present an example of a highly connected closed network of servers, where
the time correlations do not go to zero in the infinite volume limit. This
phenomenon is similar to the continuous symmetry breaking at low temperatures
in statistical mechanics. The role of the inverse temperature is played by the
average load.Comment: 3 figures added, small correction
Rigidity of minimal submanifolds in hyperbolic space
We prove that if an -dimensional complete minimal submanifold in
hyperbolic space has sufficiently small total scalar curvature then has
only one end. We also prove that for such there exist no nontrivial
harmonic 1-forms on
Simple Systems with Anomalous Dissipation and Energy Cascade
We analyze a class of linear shell models subject to stochastic forcing in
finitely many degrees of freedom. The unforced systems considered formally
conserve energy. Despite being formally conservative, we show that these
dynamical systems support dissipative solutions (suitably defined) and, as a
result, may admit unique (statistical) steady states when the forcing term is
nonzero. This claim is demonstrated via the complete characterization of the
solutions of the system above for specific choices of the coupling
coefficients. The mechanism of anomalous dissipations is shown to arise via a
cascade of the energy towards the modes () with higher ; this is
responsible for solutions with interesting energy spectra, namely \EE |a_n|^2
scales as as . Here the exponents depend on
the coupling coefficients and \EE denotes expectation with respect to
the equilibrium measure. This is reminiscent of the conjectured properties of
the solutions of the Navier-Stokes equations in the inviscid limit and their
accepted relationship with fully developed turbulence. Hence, these simple
models illustrate some of the heuristic ideas that have been advanced to
characterize turbulence, similar in that respect to the random passive scalar
or random Burgers equation, but even simpler and fully solvable.Comment: 32 Page
Complete characterization of convergence to equilibrium for an inelastic Kac model
Pulvirenti and Toscani introduced an equation which extends the Kac
caricature of a Maxwellian gas to inelastic particles. We show that the
probability distribution, solution of the relative Cauchy problem, converges
weakly to a probability distribution if and only if the symmetrized initial
distribution belongs to the standard domain of attraction of a symmetric stable
law, whose index is determined by the so-called degree of
inelasticity, , of the particles: . This result is
then used: (1) To state that the class of all stationary solutions coincides
with that of all symmetric stable laws with index . (2) To determine
the solution of a well-known stochastic functional equation in the absence of
extra-conditions usually adopted
Continuum limit of the Volterra model, separation of variables and non standard realizations of the Virasoro Poisson bracket
The classical Volterra model, equipped with the Faddeev-Takhtadjan Poisson
bracket provides a lattice version of the Virasoro algebra. The Volterra model
being integrable, we can express the dynamical variables in terms of the so
called separated variables. Taking the continuum limit of these formulae, we
obtain the Virasoro generators written as determinants of infinite matrices,
the elements of which are constructed with a set of points lying on an infinite
genus Riemann surface. The coordinates of these points are separated variables
for an infinite set of Poisson commuting quantities including . The
scaling limit of the eigenvector can also be calculated explicitly, so that the
associated Schroedinger equation is in fact exactly solvable.Comment: Latex, 43 pages Synchronized with the to be published versio
First-passage and extreme-value statistics of a particle subject to a constant force plus a random force
We consider a particle which moves on the x axis and is subject to a constant
force, such as gravity, plus a random force in the form of Gaussian white
noise. We analyze the statistics of first arrival at point of a particle
which starts at with velocity . The probability that the particle
has not yet arrived at after a time , the mean time of first arrival,
and the velocity distribution at first arrival are all considered. We also
study the statistics of the first return of the particle to its starting point.
Finally, we point out that the extreme-value statistics of the particle and the
first-passage statistics are closely related, and we derive the distribution of
the maximum displacement .Comment: Contains an analysis of the extreme-value statistics not included in
first versio
Probabilistic study of the speed of approach to equilibrium for an inelastic Kac model
This paper deals with a one--dimensional model for granular materials, which
boils down to an inelastic version of the Kac kinetic equation, with
inelasticity parameter . In particular, the paper provides bounds for
certain distances -- such as specific weighted --distances and the
Kolmogorov distance -- between the solution of that equation and the limit. It
is assumed that the even part of the initial datum (which determines the
asymptotic properties of the solution) belongs to the domain of normal
attraction of a symmetric stable distribution with characteristic exponent
\a=2/(1+p). With such initial data, it turns out that the limit exists and is
just the aforementioned stable distribution. A necessary condition for the
relaxation to equilibrium is also proved. Some bounds are obtained without
introducing any extra--condition. Sharper bounds, of an exponential type, are
exhibited in the presence of additional assumptions concerning either the
behaviour, near to the origin, of the initial characteristic function, or the
behaviour, at infinity, of the initial probability distribution function
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